Financial Integration : A New Methodology and An Illustration /

Financial Integration : A New Methodology and An Illustration /

This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only b...

書誌詳細
第一著者:	Rose, Andrew
その他の著者:	Flood, Robert
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2004.
シリーズ:	IMF Working Papers; Working Paper ; No. 2004/110
オンライン･アクセス:	Full text available on IMF

類似資料

Financial Integration
出版事項: (2013)

Financial Integration in Latin America : A New Strategy for a New Normal /
著者:: Enoch, Charles
出版事項: (2017)

International Financial Integration /
著者:: Lane, Philip
出版事項: (2003)

ASEAN Financial Integration /
著者:: Almekinders, Geert
出版事項: (2015)

ASEAN Financial Integration /
著者:: Almekinders, Geert
出版事項: (2015)

Asian Financial Integration : Trends and Interruptions /
著者:: Borensztein, Eduardo
出版事項: (2011)

Drivers of Financial Integration : Implications for Asia /
著者:: Ananchotikul, Nasha
出版事項: (2015)

Financial Integration, Growth, and Volatility /
著者:: Epaulard, Anne
出版事項: (2005)

Integrating Europe's Financial Markets /
著者:: Decressin, Jorg
出版事項: (2007)

Financial Integration in Latin America.
出版事項: (2016)

Financial Integration and Macroeconomic Volatility /
著者:: Terrones, Marco
出版事項: (2003)

Regional Financial Integration in the GCC /
著者:: Espinoza, Raphael
出版事項: (2010)

Financial Integration and Rebalancing in Asia /
著者:: Unteroberdoerster, Olaf
出版事項: (2011)

Economic Inclusion and Financial Integrity.
出版事項: (2014)

Economic Integration and Financial Stability : A European Perspective /
著者:: De Nicolo, Gianni
出版事項: (2006)

Financial Integration in Asia : Recent Developments and Next Steps /
著者:: Teo, Leslie
出版事項: (2006)

International Financial Integration in the Aftermath of the Global Financial Crisis /
著者:: Lane, Philip
出版事項: (2017)

Regional Financial Integration in the Caribbean : Evidence From Financial and Macroeconomic Data /
著者:: Kwon, Goohoon
出版事項: (2009)

From Fragmentation to Financial Integration in Europe /
著者:: Enoch, Charles
出版事項: (2013)

International Financial Integration and Economic Growth /
著者:: Sloek, Torsten
出版事項: (2002)

Monetary and financial integration in East Asia
著者:: Pak, Yŏng-chʻŏl

Financial Integration in Central America : Prospects and Adjustment Needs /
著者:: Canales Kriljenko, Jorge
出版事項: (2003)

Financial Integration in Asia : Estimating the Risk-Sharing Gains for Australia and Other Nations /
著者:: Mercereau, Benoit
出版事項: (2006)

Financial Sector Reforms and Prospects for Financial Integration in Maghreb Countries /
著者:: Sole, Juan
出版事項: (2007)

Bank management & financial services /
著者:: Rose, Peter S.
出版事項: (2008)

Bank management & financial services /
著者:: Rose, Peter S.
出版事項: (2013)

The Elusive Gains from International Financial Integration /
著者:: Gourinchas, Pierre-Olivier
出版事項: (2004)

Financial Integration and Risk-Adjusted Growth Opportunities /
著者:: Ivaschenko, Iryna
出版事項: (2008)

Financial Market Integration and Exchange Rate Policy /
著者:: Rojas-Suarez, Liliana
出版事項: (1990)

Saving, Investment, Financial Integration, and the Balance of Payments.
出版事項: (1989)

European Financial Integration and Revenue from Seignorage : The Case of Italy.
出版事項: (1989)

International Financial Integration and Funding Risks : Bank-Level Evidence from Latin America /
著者:: Catao, Luis
出版事項: (2017)

Management Research Methodology : Integration of Principles, Methods and Techniques
著者:: Krishnaswamy, K. N.;Sivakumar, Appa Iyer;Mathirajan, M.

International Financial Integration, Sovereignty, and Constraints on Macroeconomic Policies /
著者:: Kletzer, Kenneth
出版事項: (2006)

Financial Integration in the West African Economic and Monetary Union /
著者:: Sy, Amadou
出版事項: (2006)

Benefits of Global and Regional Financial Integration in Latin America /
著者:: Eyraud, Luc
出版事項: (2017)

Sub-Saharan Africa's Integration in the Global Financial Markets /
著者:: Delechat, Corinne
出版事項: (2009)

Integrating Financial Sector Issues and FSAP Assessments into Surveillance : Progress Report.
出版事項: (2009)

Exchange Rate Regimes in an Increasingly Integrated World Economy /
著者:: Berg, Andrew
出版事項: (2000)

Hierarchical Bottom-Up Methodology for Integrating Dynamic Ethynylhelicene Oligomers
著者:: Saito
出版事項: (2013)